As Armand said there's a flared barb going inside the pipe and it's doing its job which is to keep the pipe attached to the valve.
You have several options but I'm not sure which one would be best...
To remove the PEX pipe from the existing valve... if the valve was metal you could simply cut the pipe lengthwise with a box cutter, but it is plastic, cutting would damage the fitting and cause a leak, so it would be a bad idea. So you can heat it. Using a hot air blower could be hazardous because the valve is also made of plastic, so you'd have to make really sure the temperature isn't too high.
Another way to soften PEX is boiling water, this makes sure the temperature doesn't get too high and damage the fitting. Perhaps wrapping a towel around it and pouring some boiling water on it. You'd have to protect the floor first.
Now suppose you remove the pex, now you want to install a braided hose. It won't fit because the flared barb that's supposed to go inside the PEX tube is still there on the valve. So you'd be back to square one.
In fact it would be much simpler to cut the PEX close to the fitting in the first picture that still has a broken yellow piece of the old toilet fitting stuck in. Assuming you don't have a PEX pipe cutter, you can use a box cutter (wear gloves) but don't cut it too close to the valve, you need to leave enough length to cut it again in case you screw up and cut it sideways.
Then if you don't have any special tools you can get a brass PEX compression fitting that mates with your PEX on one side and your braided hose on the other side.
Make sure you buy the proper braided hose, male/female, screw fitting type and diameter, also some come with elbows at the end, that could be useful. These hoses don't like to bend at tight angles, it damages the braid and then bursts a few years later, so sometimes it's better to pick a longer one and make a circle rather than a short one that ends up bent into a Z shape. Having it loose with plenty of wiggling room will also prevent the hose from bending every time someone sits on the toilet.
It would look better to use a PEX-PEX compression fitting to make the PEX longer, then another compression fitting to connect the toilet, but I guess you're not going to buy a whole roll of PEX just for the tiny length you actually need, so the braided hose should be much cheaper.
Basically there's one important rule in plumbing: when there's a pipe coming out of a wall, and you have to cut it, you should always cut it as far away from the wall as practical for what you want to install. Because if you cut it too short, and later (maybe 10 years later) find out you need an extra inch, then you pull on it, it doesn't come out of the wall, and then you have a bad day.
